《Finite Markov chains and algorithmic applications》PDF下载

  • 购买积分:8 如何计算积分?
  • 作  者:Olle Haggstrom
  • 出 版 社:Cambridge University Press
  • 出版年份:2002
  • ISBN:0521890012
  • 页数:116 页
图书介绍:

1 Basics of probability theory 1

2 Markov chains 8

3 Computer simulation of Markov chains 17

4 Irreducible and aperiodic Markov chains 23

5 Stationary distributions 28

6 Reversible Markov chains 39

7 Markov chain Monte Carlo 45

8 Fast convergence of MCMC algorithms 54

9 Approximate counting 64

10 The Propp-Wilson algorithm 76

11 Sandwiching 84

12 Propp-Wilson with read-once randomness 93

13 Simulated annealing 99

14 Further reading 108

References 110

Index 113